I'm definitely leaving the black paper on mine. But I've been lucky with all of my Hot Toys figures to date. No problems from any of them, including my Rocky figures that people said were tearing on the muscle suit. I pay close attention though when I read these things because we all pay alot of money and our expectations should remain high on quality. That is what we're paying for.
It's not how hard you hit, but how hard you can be hit and still move forward.